Cross Validation.ipynb

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  {
   "cell_type": "markdown",
   "id": "e8f71325",
   "metadata": {},
   "source": [
    "# Import Libraries"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "id": "be1ca00c",
   "metadata": {},
   "outputs": [],
   "source": [
    "import numpy as np\n",
    "import xgboost as xgb\n",
    "from sklearn.datasets import make_classification\n",
    "from sklearn.model_selection import train_test_split, KFold, StratifiedKFold, cross_val_score\n",
    "import warnings\n",
    "warnings.filterwarnings('ignore')"
   ]
  },
  {
   "cell_type": "markdown",
   "id": "8169bc95",
   "metadata": {},
   "source": [
    "# Generating synthetic data & splitting into train-test"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "id": "d78b72e8",
   "metadata": {},
   "outputs": [],
   "source": [
    "X, y = make_classification(n_samples=1000, n_features=20, n_informative=2, n_redundant=10, random_state=42)\n",
    "X_train, X_test, y_train, y_test = train_test_split(X, y, test_size=0.30, random_state=42)"
   ]
  },
  {
   "cell_type": "markdown",
   "id": "74140325",
   "metadata": {},
   "source": [
    "# XGBoost Classifier"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "id": "02b08163",
   "metadata": {},
   "outputs": [],
   "source": [
    "clf = xgb.XGBClassifier(use_label_encoder=False, eval_metric='logloss')\n",
    "clf.fit(X_train, y_train)"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "id": "88846ffc",
   "metadata": {},
   "outputs": [],
   "source": [
    "clf.score(X_test,y_test)"
   ]
  },
  {
   "cell_type": "markdown",
   "id": "828a0d8f",
   "metadata": {},
   "source": [
    "# Perform k-Fold Cross-Validation"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "id": "40209a32",
   "metadata": {},
   "outputs": [],
   "source": [
    "kf = KFold(n_splits=5, random_state=42, shuffle=True)\n",
    "kf_scores = cross_val_score(clf, X, y, cv=kf)"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "id": "7f1faafa",
   "metadata": {},
   "outputs": [],
   "source": [
    "kf_scores"
   ]
  },
  {
   "cell_type": "markdown",
   "id": "ebe2b712",
   "metadata": {},
   "source": [
    "# Perform Stratified k-Fold Cross-Validation"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "id": "975f881f",
   "metadata": {},
   "outputs": [],
   "source": [
    "skf = StratifiedKFold(n_splits=5, random_state=42, shuffle=True)\n",
    "skf_scores = cross_val_score(clf, X, y, cv=skf)"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "id": "038c6ded",
   "metadata": {},
   "outputs": [],
   "source": [
    "skf_scores"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "id": "25f4fdd9",
   "metadata": {},
   "outputs": [],
   "source": []
  }
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